Bubbling over! : the behaviour of oil futures along the yield curve
Daniel Tsvetanov, Jerry Coakley, Neil Kellard
| Year of publication: |
September 2016
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| Authors: | Tsvetanov, Daniel ; Coakley, Jerry ; Kellard, Neil |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 38.2016, Part B, p. 516-533
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| Subject: | Rational bubbles | Spot and futures prices | Bubble dating algorithm | Macro-prudential policy | Spekulationsblase | Bubbles | Zinsstruktur | Yield curve | Theorie | Theory | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Warenbörse | Commodity exchange |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2015.08.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011663333